Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,120 |
19,240 |
120 |
0.6% |
18,880 |
High |
19,380 |
19,530 |
150 |
0.8% |
19,530 |
Low |
19,035 |
19,200 |
165 |
0.9% |
18,675 |
Close |
19,250 |
19,490 |
240 |
1.2% |
19,490 |
Range |
345 |
330 |
-15 |
-4.3% |
855 |
ATR |
378 |
375 |
-3 |
-0.9% |
0 |
Volume |
11,885 |
15,234 |
3,349 |
28.2% |
58,640 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,397 |
20,273 |
19,672 |
|
R3 |
20,067 |
19,943 |
19,581 |
|
R2 |
19,737 |
19,737 |
19,551 |
|
R1 |
19,613 |
19,613 |
19,520 |
19,675 |
PP |
19,407 |
19,407 |
19,407 |
19,438 |
S1 |
19,283 |
19,283 |
19,460 |
19,345 |
S2 |
19,077 |
19,077 |
19,430 |
|
S3 |
18,747 |
18,953 |
19,399 |
|
S4 |
18,417 |
18,623 |
19,309 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,797 |
21,498 |
19,960 |
|
R3 |
20,942 |
20,643 |
19,725 |
|
R2 |
20,087 |
20,087 |
19,647 |
|
R1 |
19,788 |
19,788 |
19,569 |
19,938 |
PP |
19,232 |
19,232 |
19,232 |
19,306 |
S1 |
18,933 |
18,933 |
19,412 |
19,083 |
S2 |
18,377 |
18,377 |
19,333 |
|
S3 |
17,522 |
18,078 |
19,255 |
|
S4 |
16,667 |
17,223 |
19,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,530 |
18,675 |
855 |
4.4% |
313 |
1.6% |
95% |
True |
False |
11,728 |
10 |
19,530 |
18,675 |
855 |
4.4% |
328 |
1.7% |
95% |
True |
False |
11,854 |
20 |
19,530 |
17,730 |
1,800 |
9.2% |
341 |
1.7% |
98% |
True |
False |
11,158 |
40 |
19,530 |
16,995 |
2,535 |
13.0% |
412 |
2.1% |
98% |
True |
False |
12,798 |
60 |
20,640 |
16,995 |
3,645 |
18.7% |
485 |
2.5% |
68% |
False |
False |
10,555 |
80 |
20,880 |
16,995 |
3,885 |
19.9% |
409 |
2.1% |
64% |
False |
False |
7,933 |
100 |
20,900 |
16,995 |
3,905 |
20.0% |
365 |
1.9% |
64% |
False |
False |
6,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,933 |
2.618 |
20,394 |
1.618 |
20,064 |
1.000 |
19,860 |
0.618 |
19,734 |
HIGH |
19,530 |
0.618 |
19,404 |
0.500 |
19,365 |
0.382 |
19,326 |
LOW |
19,200 |
0.618 |
18,996 |
1.000 |
18,870 |
1.618 |
18,666 |
2.618 |
18,336 |
4.250 |
17,798 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,448 |
19,402 |
PP |
19,407 |
19,313 |
S1 |
19,365 |
19,225 |
|